+148.2%
CCEP vs UPST
-93.6%
+241.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +2.6% | -4.9% | +7.5% | +2.7% |
| 30D | +15.1% | -8.9% | +24.0% | +15.5% |
| 3M | +7.3% | -26.3% | +33.6% | +8.4% |
| 6M | +23.4% | -23.7% | +47.1% | +24.3% |
| YTD | +29.4% | -49.9% | +79.3% | +32.0% |
| 1Y | +34.2% | -42.0% | +76.2% | +35.9% |
| 3Y | +108.4% | -25.3% | +133.6% | +101.7% |
| All | +148.2% | -93.6% | +241.7% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling